Here is what I do.
1. Create a Credential in SSMS under security (needs to have access to the remote server)
2. Create a Proxy in SSMS under SQL Server Agent to use the Credentail you just made
3. Then in your job step you can select "RUN AS" and that proxy you just made should show up instead of "SQL Server SQL Agent Service Account"
I actually started using power shell scripts instead of CMDEXEC